Geodesic
Constructing copulas by means of pairs of order statistics
Kybernetika, Tome 45 (2009) no. 6, pp. 992-1002
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In this paper, we introduce two transformations on a given copula to construct new and recover already-existent families. The method is based on the choice of pairs of order statistics of the marginal distributions. Properties of such transformations and their effects on the dependence and symmetry structure of a copula are studied.
In this paper, we introduce two transformations on a given copula to construct new and recover already-existent families. The method is based on the choice of pairs of order statistics of the marginal distributions. Properties of such transformations and their effects on the dependence and symmetry structure of a copula are studied.
Classification : 60E05, 62H20
Keywords: copula; dependence ordering; FGM family; measure of association; symmetry; transformation 
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Dolati, Ali; Úbeda-Flores, Manuel. Constructing copulas by means of pairs of order statistics. Kybernetika, Tome 45 (2009) no. 6, pp. 992-1002. http://geodesic.mathdoc.fr/item/KYB_2009_45_6_a7/

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